Yu-Gi-Oh! Legacy of the Duelist

As GIG Guerra said, this is easily obtained by playing the story mission "The Heart of the Cards" and make sure to select the story deck. The key here though is to draw the right cards, either "Sangan" or "Heart of the Underdog". Heart of the Underdog allows you to draw a card if you draw a normal monster during your draw phase (by showing the card you drew). I believe there's 3 of these cards in your deck so they can be chained which is how I got it. I chained 2 of them and was able to draw all the cards of Exodia. Alternatively, Sangan is another card you can use to get the Exodia pieces in your hand. Just set it down and let Kaiba attack and you'll be able to choose any Exodia piece to put in your hand. This may take a few tries to get the right start because Kaiba could also get out all his blue eyes and kill you before you can get all the pieces of Exodia. Good luck!

Play through the story until you face and defeat "Seeker" in the Historical Duel "Battle City Begins" Once defeating him, simply play that duel again except press X to Reverse Duel. Then use the provided Story Deck, and play the duel until you draw all 5 cards. Because Seekers deck relies on winning solely by drawing all 5 cards, you should get thos no problem.

This could easily be obtained by playing the story mission "The Heart of the Cards" in the Yu-Gi-Oh! series by using the Story Deck. Instead of immediately defeating Seto Kaiba just keep ending your turn until you get all five pieces of Exodia in your hand to automatically win and get you the achievement. Do not place the cards on the field as that is not necessary and they will most likely get destroyed.

The cards you need in your hand are:

Exodia The Forbidden One
Right Arm of the Forbidden One
Left Arm of the Forbidden One
Right Leg of the Forbidden One
Left Leg of the Forbidden One